Journal of Multivariate Analysis

1971 - 2025

Current editor(s): de Leeuw, J.

From Elsevier
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Minimax estimation of means of multivariate normal mixtures pp. 141-150: Jine-Phone Chou and William E. Strawderman
Maximum a posteriori estimation of elliptic Gaussian fields observed via a noisy nonlinear channel pp. 151-167: Amir Dembo and Ofer Zeitouni
Limiting values of large deviation probabilities of quadratic statistics pp. 168-185: G. A. M. Jeurnink and W. C. M. Kallenberg
Rates of convergence for the empirical distribution function and the empirical characteristic function of a broad class of linear processes pp. 186-202: C. H. Hesse
On the cumulants of affine equivariant estimators in elliptical families pp. 203-222: Rudolf Grübel and David M. Rocke
A distance between multivariate normal distributions based in an embedding into the siegel group pp. 223-242: Miquel Calvo and Josep M. Oller
Moments for a multivariate linear model with an application to the growth curve model pp. 243-259: Dietrich von Rosen
Asymptotic normality of L-statistics based on m(n)-decomposable time series pp. 260-275: K. C. Chanda, M. L. Puri and F. H. Ruymgaart
Bahadur-Kiefer theorems for the product-limit process pp. 276-294: Jan Beirlant and John Einmahl
Second-order properties for multiple-bilinear models pp. 295-307: György Terdik
(1/[alpha])-Self similar [alpha]-stable processes with stationary increments pp. 308-313: Gennady Samorodnitsky and Murad S. Taqqu

Multivariate data-driven k-NN function estimation pp. 1-11: P. K. Bhattacharya and Y. P. Mack
Multivariate concordance pp. 12-30: Harry Joe
On the estimation of the mean of weakly stationary and polynomial weakly stationary sequences pp. 31-47: R. Lasser and M. Leitner
Bivariate distributions generated from Pólya-Eggenberger urn models pp. 48-65: Albert W. Marshall and Ingram Olkin
Some asymptotic inferential problems connected with complex elliptical distribution pp. 66-85: C. G. Khatri and C. D. Bhavsar
Edgeworth expansion in regression models pp. 86-101: Maher B. Qumsiyeh
Characterizations of multidimensional exponential families by Cacoullos-type inequalities pp. 102-107: V. Papathanasiou
On the relative performance of bootstrap and Edgeworth approximations of a distribution function pp. 108-129: Peter Hall
Minimax estimation of a bounded normal mean vector pp. 130-139: J. Calvin Berry

A Bayesian approach to flexible modeling of multivariable response functions pp. 157-172: David M. Steinberg
Marginal symmetry and quasi symmetry of general order pp. 173-184: V. P. Bhapkar and J. N. Darroch
Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space pp. 185-210: Tomasz Bojdecki and Jacek Jakubowski
Some properties of BLUE in a linear model and canonical correlations associated with linear transformations pp. 211-226: C. G. Khatri
Uniformly minimum variance unbiased estimation for symmetric normal distributions pp. 227-237: Hajime Yamato
Prophet inequalities for cost of observation stopping problems pp. 238-253: Martin Jones
Dual pairs of Riesz spaces for studying completeness, sufficiency, and compactness of statistical experiments pp. 254-274: Dieter Mussmann
A central limit theorem for generalized multilinear forms pp. 275-289: Peter de Jong
Central limit theorems for random walks on 0 that are associated with orthogonal polynomials pp. 290-322: Michael Voit

Resampling U-statistics using p-stable laws pp. 1-13: Herold Dehling, Manfred Denker and Wojbor A. Woyczynski
An optimal prediction in general ARMA models pp. 14-36: Aleksander Kowalski and Dominik Szynal
Kernel density estimation on random fields pp. 37-53: Lanh Tat Tran
Chain rule density estimates pp. 54-60: Graciela Boente and Ricardo Fraiman
Nearest neighbor smoothing in linear regression pp. 61-74: Winfried Stute and Wenceslao González Manteiga
A limit theorem for pattern synthesis in image processing pp. 75-94: Yunshyong Chow
The problem of identification of parameters by the distribution of the maximum random variable: Solution for the trivariate normal case pp. 95-115: Arunava Mukherjea and Richard Stephens
On H-valued Robbins-Monro processes pp. 116-140: G. Yin and Y. M. Zhu
Optimal designs for multivariate interpolation pp. 141-155: M. C. Spruill

Multidimensional scaling with constraints on the configuration pp. 151-156: Rudolf Mathar
Estimation and structure determination of multivariate input output systems pp. 157-182: Donald Poskitt
Asymptotic distribution of rank statistics under dependencies with multivariate application pp. 183-211: G. L. Thompson
Admissibility of MLE for simultaneous estimation in negative binomial problems pp. 212-219: Mosuk Chow
Updating of moments pp. 220-229: Klaus Pötzelberger
Inference on covariance matrices under rank restrictions pp. 230-246: Robert J. Boik
Distributions of orientations on Stiefel manifolds pp. 247-264: Yasuko Chikuse
The matrix angular central Gaussian distribution pp. 265-274: Yasuko Chikuse
Inequalities for predictive ratios and posterior variances in natural exponential families pp. 275-285: Joseph B. Kadane, Ingram Olkin and Marco Scarsini
The Brunn-Minkowski inequality for random sets pp. 286-293: Richard A. Vitale
Generalized Hodges-Lehmann estimators for the analysis of variance pp. 294-309: Gavin G. Gregory
Ordering distributions on the circle with respect to uniformity pp. 310-327: Fred W. Huffer

Elliptical symmetry and exchangeability with characterizations pp. 1-16: Abdulhamid A. Alzaid, C. Radhakrishna Rao and D. N. Shanbhag
Comparison of tests in the multiparameter case I. Second-order power pp. 17-30: Rahul Mukerjee
Comparison of tests in the multiparameter case II. A third-order optimality property of Rao's test pp. 31-48: Rahul Mukerjee
M-Convergence, et régularité des martingales multivoques: Epi-martingales pp. 49-71: Ahmed Choukairi-Dini
Consistent nonparametric multiple regression for dependent heterogeneous processes: The fixed design case pp. 72-88: Y. Fan
Sequential confidence sets with guaranteed coverage probability and beta-protection pp. 89-105: Issa Fakhre-Zakeri
Estimation of the reciprocal of the density quantile function at a point pp. 106-124: Gutti Jogesh Babu and C. Radhakrishna Rao
Asymptotic inference for multiplicative counting processes based on one realization pp. 125-142: Åke Svensson
Stochastic regularization of linear equations and the realization of Gaussian fields pp. 143-150: Mauro Piccioni and Massimo Roma